Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.547137 0.613322 0.687878 0.778814 0.887738 1.015315 1.178003
2024-10-20 0.474754 0.557178 0.656499 0.787152 0.957865 1.178392 1.493727
2024-10-27 0.417554 0.506478 0.619050 0.775891 0.995454 1.303206 1.790214
2024-11-03 0.390332 0.488063 0.617627 0.808443 1.094690 1.531766 2.305998
2024-11-10 0.373172 0.479786 0.627327 0.856496 1.224760 1.839568 3.074242
2024-11-17 0.348895 0.458393 0.615137 0.869312 1.301954 2.082876 3.846108
2024-11-24 0.324763 0.434330 0.595630 0.866904 1.352398 2.292951 4.670561
2024-12-01 0.296689 0.401713 0.559393 0.831565 1.336820 2.369271 5.224710
2024-12-08 0.273077 0.373727 0.527455 0.798985 1.319958 2.438440 5.814040
2024-12-15 0.262669 0.364868 0.524751 0.816531 1.403782 2.761309 7.468185
2024-12-22 0.261271 0.369708 0.544544 0.877270 1.590597 3.417088 11.233167
2024-12-29 0.252954 0.362725 0.543618 0.898692 1.697380 3.916186 15.356800
2025-01-05 0.237756 0.344431 0.523217 0.882795 1.723442 4.223495 19.521301
2025-01-12 0.224516 0.328385 0.505269 0.869403 1.753393 4.569995 25.421291
2025-01-19 0.210542 0.310133 0.481754 0.841274 1.739526 4.761348 31.138297
2025-01-26 0.205045 0.305862 0.483315 0.867008 1.878088 5.655431 53.126204
2025-02-02 0.202227 0.305941 0.492918 0.912193 2.089059 7.107205 120.340492
2025-02-09 0.195327 0.298303 0.486968 0.920715 2.193601 8.185555 251.674202
2025-02-16 0.187404 0.288301 0.475491 0.914383 2.249286 9.079741 553.877829
2025-02-23 0.176614 0.272503 0.451307 0.873912 2.178416 9.094845 807.400360
2025-03-02 0.167002 0.258391 0.429627 0.837441 2.114260 9.122985 1258.998123
2025-03-09 0.163369 0.255024 0.429424 0.855115 2.251285 10.878030 29722.551248
2025-03-16 0.164068 0.259680 0.446058 0.919196 2.594412 15.394076 NaN